David Vidal-Tomás

TL;DR: This study analysed the performance and dynamics of 174 tokens, showing that this new crypto niche is characterised by a positive performance in the long run, the absence of high co-movements with the cryptocurrency market, the emergence of bubbles, and the presence of high correlations with NFT features.

TL;DR: In this article, the authors analyse the existence of herding in the cryptocurrency market through the cross-sectional standard deviation of returns and show that extreme dispersion of returns is explained by rational asset pricing models, although it is possible to observe herding during down markets.

TL;DR: In this paper, the authors examined the behavior of cryptocurrencies and stock markets during the COVID-19 pandemic through the wavelet coherence approach and Markov switching autoregressive model.

TL;DR: In this paper, the authors identify the transitions of the cryptocurrency market during the pandemic by means of a network analysis and observe that COVID-19 significantly affected cryptocurrencies during a short period of financial panic, from 12 March 2020 to 1 April 2020, giving rise to a remarkable increase of market synchronisation.